+66.4%
MCO vs VLTO
+56.3%
+10.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.4% | +1.6% | -0.2% | +0.6% |
| 30D | +10.0% | +22.0% | -11.9% | -1.0% |
| 3M | +7.0% | +21.9% | -14.9% | -3.7% |
| 6M | +13.7% | +36.5% | -22.8% | -4.0% |
| YTD | +0.6% | +19.0% | -18.3% | -8.5% |
| 1Y | +6.2% | +21.0% | -14.8% | -4.5% |
| 3Y | +51.9% | +69.9% | -18.0% | +25.7% |
| All | +66.4% | +56.3% | +10.1% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VLTO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling